| 一类具有随机保费风险模型的破产问题 |
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| 引用本文： | 董华,刘再明,赵翔华.一类具有随机保费风险模型的破产问题[J].应用数学学报,2011,34(4). |
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| 作者姓名： | 董华 刘再明 赵翔华 |
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| 作者单位： | 1. 中南大学数学科学学院,长沙,410075
2. 曲阜师范大学数学科学学院,曲阜,273165 |
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| 基金项目： | 国家自然科学基金(10971230); 山东省自然科学基金(ZR2009AL015,ZR2010AQ015); 曲阜师范大学自然科学基金(XJ200912)资助项目 |
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| 摘 要： | 本文考虑了一个保费收入过程为复合Poisson过程,且索赔时间间隔分布为广义Erlang(n)分布的风险模型,给出了其罚金折现期望函数所满足的瑕疵更新方程以及渐近表达式和精确表达式.
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| 关 键 词： | 随机保费 罚金折现期望函数 S_d分布族 |
Ruin Problem for a Class of Risk Model with Random Income |
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| DONG HUA,LIU ZAIMING,ZHAO XIANGHUA.Ruin Problem for a Class of Risk Model with Random Income[J].Acta Mathematicae Applicatae Sinica,2011,34(4). |
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| Authors: | DONG HUA LIU ZAIMING ZHAO XIANGHUA |
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| Institution: | Dong Hua LIU Zaiming (School of Mathematical Sciences,Central South University,Changsha 410075) ZHAO XIANGHUA (School of Mathematical Sciences,Qufu Normal University,Qufu 273165) |
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| Abstract: | Considering a risk model where the premiums follow a compound Poisson process and the interclaim times follow a generalized Erlang(n) distribution.We derive a defective renewal equation for the expected discounted penalty function.The asymptotic and explicit results for the expected discounted penalty function are also discussed. |
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| Keywords: | random income the expected discounted penalty function the class S_d |
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